I used the advanced mode in uBlock Origin with default-deny on all 3rd-party frames and scripts for a while. It does get tiring after a while to go in and noop sites to fall back to the filter lists, and reload. Rinse and repeat until the site works. It's especially annoying on mobile.

It especially tends to break online payment solutions, I've had more than one purchase go haywire, including one where I just got the "order confirmed!" page instantly, without ever entering any payment details. Their support guy was a little bit confused about that one ;-)

So now I put my trust in the block lists, Privacy Possum, Decentraleyes and Firefox' built-in fingerprinting resistance function ("privacy.resistFingerprinting" in about:config).

The latest additions are Multi-Account Containers and Temporary Containers. Every new site opens in a sandboxed temporary container that gets deleted 15 minutes after I close the last tab in it. This discards all cookies, cache, everything stored about that site, except browsing history entries. Think of it as a cookie autodelete on steroids. I have permanent containers set up for sites where I want to store the login or other information, such as HN or FB. Each site can only see its own container, so there's no cross-site tracking.